+186.3%
SE vs EIX
-3.4%
+189.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -6.1% | -19.1% | +13.0% | -4.5% |
| 30D | -2.5% | -16.9% | +14.5% | -1.0% |
| 3M | +21.7% | -20.0% | +41.7% | +23.5% |
| 6M | +27.0% | -21.3% | +48.3% | +28.9% |
| YTD | -12.1% | -1.7% | -10.4% | -12.7% |
| 1Y | -40.9% | +9.6% | -50.5% | -42.1% |
| All | +186.3% | -3.4% | +189.8% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling